+133.5%
C vs KTOS
+100.3%
+33.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.8% | -2.4% | +3.2% | +1.2% |
| 30D | +0.9% | -26.8% | +27.7% | +6.2% |
| 3M | +1.1% | -20.6% | +21.6% | +4.3% |
| 6M | +28.4% | -47.5% | +75.9% | +40.8% |
| YTD | +20.8% | -38.5% | +59.3% | +26.7% |
| 1Y | +43.4% | -31.0% | +74.5% | +45.2% |
| 3Y | +274.9% | +216.5% | +58.3% | +170.5% |
| All | +133.5% | +100.3% | +33.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KTOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling